+76.5%
SPY vs GDXJ
+297.3%
-220.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GDXJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.3% | -1.8% | -0.6% |
| 7D | -0.4% | +0.9% | -1.3% | -0.5% |
| 30D | -1.4% | +8.8% | -10.2% | -2.5% |
| 3M | +3.7% | +29.8% | -26.1% | 0.0% |
| 6M | +13.0% | -5.8% | +18.8% | +12.6% |
| YTD | +12.4% | +13.6% | -1.2% | +9.0% |
| 1Y | +18.5% | +54.5% | -35.9% | +10.0% |
| All | +76.5% | +297.3% | -220.8% | +40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GDXJ.
Daily Out/Under-Performance
Portfolio return minus GDXJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GDXJ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded GDXJ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling